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Crown Crafts Inc Common Stock CRWS

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Market datapartial · fetched 2026-11-12T16:42:26.875Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T16:35:04.907843079Z

FundamentalsSEC EDGAR · ready · as of 2026-06-28 · fetched 2026-11-12T16:42:25.127741+00:00

Share price$2.39
1D-3.0%
$2.37$2.39$2.42$2.44$2.475:30 AM6:30 AM9:00 AM1:00 PMCRWS
Sold putSold call

Crown Crafts Inc Common Stock options

Live interpolated CRWS call and put midpoint premiums by absolute delta.Crown Crafts Inc Common Stock$0.70$1.21$1.72$2.23$2.74$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECRWS PRICE$0.75$1.06$1.36$1.67$1.98$2.28$2.59
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ2.7392.9%16.9%
50Δ3.0996.3%14.8%
55Δ3.4599.8%12.7%
60Δ3.80103.2%10.6%
65Δ4.16106.6%8.5%
70Δ4.52110.1%6.4%
75Δ4.87113.5%4.3%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.73
IV
92.9%
B/E move
16.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.09
IV
96.3%
B/E move
14.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.45
IV
99.8%
B/E move
12.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.80
IV
103.2%
B/E move
10.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.16
IV
106.6%
B/E move
8.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.52
IV
110.1%
B/E move
6.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.87
IV
113.5%
B/E move
4.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations